+24.0%
MAS vs WOLF
+53.8%
-29.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.1% |
| 7D | -1.8% | +21.5% | -23.3% | -2.7% |
| 30D | +23.6% | -1.2% | +24.8% | +23.3% |
| 3M | +12.4% | -8.2% | +20.6% | +12.3% |
| 6M | +21.9% | -45.0% | +66.8% | +22.7% |
| YTD | +36.1% | +59.0% | -22.9% | +26.9% |
| 1Y | +39.5% | +59.1% | -19.6% | +29.6% |
| All | +24.0% | +53.8% | -29.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling